+511.7%
JCI vs CDW
+1,014.9%
-503.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.1% | -1.3% |
| 7D | -5.9% | +13.1% | -18.9% | -10.4% |
| 30D | -10.4% | +19.1% | -29.5% | -16.5% |
| 3M | -6.1% | +24.7% | -30.8% | -14.8% |
| 6M | +1.7% | +63.4% | -61.6% | -18.7% |
| YTD | +18.9% | +26.3% | -7.4% | +3.2% |
| 1Y | +16.1% | +20.6% | -4.5% | +2.7% |
| 3Y | +187.8% | -16.3% | +204.1% | +191.3% |
| 5Y | +103.2% | -3.9% | +107.1% | +90.7% |
| 10Y | +288.2% | +331.5% | -43.3% | +121.1% |
| All | +511.7% | +1,014.9% | -503.2% | +205.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CDW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling